Snr Quant Analyst, Crypto Currencies, Large Hedge Fund, (VP / Dir), Hong Kong Snr Quant Analyst, Crypto Currencies, Large Hedge  …

Millar Associates
in Hong Kong
Permanent, Full time, Flexible
Last application, 26 Jan 22
Total to HK$3 million + Benefits
Millar Associates
in Hong Kong
Permanent, Full time, Flexible
Last application, 26 Jan 22
Total to HK$3 million + Benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York. Their Quant team develop and enhance the core Quant analytics library (written in C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics delivering pricing, scenario, risk and P&L for their portfolios and the ability to structure and overlay new positions. This is an exciting opportunity to join a rapidly growing business with a strong track record.

Experienced FX Quants with a passion for Crypto? This is your move!

RESPONSIBILITIES:

  • Help leverage the analytics and front end to build-out a market leading system for Hedge Funds, traditional Asset Managers and Banks
  • Apply your knowledge of exotic derivatives modelling in the Crypto, Digital Assets world
  • Build out library functionality and create new models for OTC and listed derivatives valuation, risk, scenario, for Crypto derivatives and cash in G10 and EM
  • Model new products via both PDE, Monte Carlo techniques, and other pricing practices

KEY SKILLS & EXPERIENCE:

  • 3-7 years experience as pricing quant (probably covering exotic FX with any Crypto a plus!)
  • Familiar with academia research, stochastic processes, modern pricing theories, and industry practice
  • Deep knowledge of and passion for Crypto markets and derivative analytics
  • PhD or Masters/DEA in a quantitative discipline
  • Solid C++ and Python skills
  • Dynamic with experience of a fast-moving front-office
  • Ability to communicate with PMs/traders
  • We are hiring in Hong Kong, New York & London
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